Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-01 00:00:00+00:00 0.531984 0.594710 0.664875 0.749774 0.850521 0.967275 1.114321
2024-12-08 00:00:00+00:00 0.440935 0.515148 0.603585 0.718371 0.865893 1.052697 1.313212
2024-12-15 00:00:00+00:00 0.398044 0.481914 0.587198 0.732273 0.932383 1.207482 1.631396
2024-12-22 00:00:00+00:00 0.371325 0.463589 0.584802 0.761088 1.020860 1.407767 2.068442
2024-12-29 00:00:00+00:00 0.344595 0.441128 0.572811 0.773296 1.086336 1.587896 2.533149
2025-01-05 00:00:00+00:00 0.321375 0.420299 0.559698 0.780693 1.144405 1.768664 3.066128
2025-01-12 00:00:00+00:00 0.298474 0.397249 0.540228 0.774770 1.178755 1.916139 3.596255
2025-01-19 00:00:00+00:00 0.272324 0.366983 0.506662 0.741547 1.160011 1.960485 3.922635
2025-01-26 00:00:00+00:00 0.259304 0.354834 0.499201 0.749671 1.215662 2.163934 4.734962
2025-02-02 00:00:00+00:00 0.248182 0.344476 0.493277 0.759211 1.275214 2.392327 5.761182
2025-02-09 00:00:00+00:00 0.234962 0.329782 0.478901 0.751807 1.299813 2.549499 6.689616
2025-02-16 00:00:00+00:00 0.224881 0.319212 0.470244 0.753496 1.343122 2.765220 8.006883
2025-02-23 00:00:00+00:00 0.208868 0.298547 0.443730 0.720212 1.309039 2.781833 8.618516
2025-03-02 00:00:00+00:00 0.195023 0.280561 0.420476 0.690783 1.279079 2.803233 9.299108
2025-03-09 00:00:00+00:00 0.189438 0.275661 0.419315 0.704123 1.349065 3.133958 11.920269
2025-03-16 00:00:00+00:00 0.186430 0.274741 0.424922 0.731514 1.458339 3.635276 16.563727
2025-03-23 00:00:00+00:00 0.181307 0.269890 0.423023 0.743139 1.531341 4.057732 21.957818
2025-03-30 00:00:00+00:00 0.175938 0.264261 0.419211 0.750183 1.594229 4.481050 29.091831
2025-04-06 00:00:00+00:00 0.169351 0.256131 0.410116 0.744607 1.621691 4.784720 36.581817
2025-04-13 00:00:00+00:00 0.160044 0.242780 0.390318 0.713170 1.570201 4.735521 39.166422
2025-04-20 00:00:00+00:00 0.156088 0.238667 0.387874 0.720874 1.634775 5.240748 54.908916
2025-04-27 00:00:00+00:00 0.152526 0.235048 0.386101 0.729913 1.705902 5.833364 81.139591
2025-05-04 00:00:00+00:00 0.147420 0.228388 0.377919 0.722907 1.725626 6.183205 108.455537